Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 4.64% | 0.19 CHF | 0.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 21'130 CHF | 22'130 CHF | 100.00% | 100.00% |
19.11.2024 | 4.59% | 0.21 CHF | 0.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 16'068 CHF | 16'818 CHF | 100.00% | 100.00% |
18.11.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 18'833 CHF | 19'583 CHF | 100.00% | 100.00% |
15.11.2024 | 3.58% | 0.26 CHF | 0.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'580 CHF | 21'330 CHF | 100.00% | 100.00% |
14.11.2024 | 3.55% | 0.29 CHF | 0.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'797 CHF | 21'547 CHF | 99.22% | 99.22% |
13.11.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 75'000 | 75'000 | 74'446 | 74'446 | 19'261 CHF | 20'010 CHF | 98.74% | 98.74% |
12.11.2024 | 3.52% | 0.26 CHF | 0.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 20'976 CHF | 21'726 CHF | 100.00% | 100.00% |
11.11.2024 | 2.99% | 0.35 CHF | 0.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 24'745 CHF | 25'495 CHF | 100.00% | 100.00% |
08.11.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 24'287 CHF | 25'037 CHF | 100.00% | 100.00% |
07.11.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 73'699 | 73'699 | 27'658 CHF | 28'410 CHF | 98.73% | 98.73% |